+109.5%
GABC vs VT
+217.6%
-108.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.6% |
| 30D | +4.7% | -3.1% | +7.8% | +7.2% |
| 3M | +1.5% | -3.5% | +5.0% | +4.2% |
| 6M | +16.4% | +0.5% | +15.9% | +14.9% |
| YTD | +31.3% | +10.8% | +20.6% | +18.8% |
| 1Y | +30.2% | +11.9% | +18.3% | +16.7% |
| 3Y | +94.4% | +73.0% | +21.5% | +18.5% |
| 5Y | +35.5% | +58.6% | -23.1% | -11.3% |
| 10Y | +109.5% | +219.2% | -109.7% | -30.0% |
| All | +109.5% | +217.6% | -108.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling